Uses of Interface
net.finmath.montecarlo.interestrate.TermStructureModelInterface

Packages that use TermStructureModelInterface

Package	Description
net.finmath.montecarlo.hybridassetinterestrate	Provides interfaces and classes needed to generate a Hybrid Asset LIBOR Market Model.
net.finmath.montecarlo.interestrate	Provides classes needed to generate a LIBOR market model (using numerical algorithms from net.finmath.montecarlo.process.
net.finmath.montecarlo.interestrate.modelplugins	Contains covariance models and their calibration as plug-ins for the LIBOR market model and volatility and correlation models which may be used to build a covariance model.

Uses of TermStructureModelInterface in net.finmath.montecarlo.hybridassetinterestrate

Methods in net.finmath.montecarlo.hybridassetinterestrate that return TermStructureModelInterface

Modifier and Type	Method and Description
TermStructureModelInterface	HybridAssetLIBORModelMonteCarloSimulation.getModel()

Uses of TermStructureModelInterface in net.finmath.montecarlo.interestrate

Subinterfaces of TermStructureModelInterface in net.finmath.montecarlo.interestrate

Modifier and Type	Interface and Description
interface	LIBORMarketModelInterface
interface	LIBORModelInterface

Classes in net.finmath.montecarlo.interestrate that implement TermStructureModelInterface

Methods in net.finmath.montecarlo.interestrate that return TermStructureModelInterface

Modifier and Type	Class and Description
class	HullWhiteModel Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class	HullWhiteModelWithConstantCoeff Implements a Hull-White model with constant coefficients.
class	HullWhiteModelWithDirectSimulation Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class	HullWhiteModelWithShiftExtension Implements a Hull-White model with time dependent mean reversion speed and time dependent short rate volatility.
class	LIBORMarketModel Implements a (generalized) LIBOR market model with some drift approximation methods.
class	LIBORMarketModelStandard Implements a basic LIBOR market model with some drift approximation methods.
class	LIBORMarketModelWithTenorRefinement Implements a discretized Heath-Jarrow-Morton model / LIBOR market model with dynamic tenor refinement, see
Modifier and Type	Method and Description
TermStructureModelInterface	TermStructureModelInterface.getCloneWithModifiedData(Map<String,Object> dataModified) Create a new object implementing TermStructureModelInterface, using the new data.
TermStructureModelInterface	LIBORMarketModelWithTenorRefinement.getCloneWithModifiedData(Map<String,Object> dataModified)
TermStructureModelInterface	TermStructureModelMonteCarloSimulation.getModel()
TermStructureModelInterface	LIBORModelMonteCarloSimulationInterface.getModel() Returns the underlying model.

Constructors in net.finmath.montecarlo.interestrate with parameters of type TermStructureModelInterface

Constructor and Description
TermStructureModelMonteCarloSimulation(TermStructureModelInterface model) Create a LIBOR Monte-Carlo Simulation from a given LIBORMarketModel.
TermStructureModelMonteCarloSimulation(TermStructureModelInterface model, AbstractProcess process) Create a LIBOR Monte-Carlo Simulation from a given LIBORMarketModel and an AbstractProcess.

Uses of TermStructureModelInterface in net.finmath.montecarlo.interestrate.modelplugins

Methods in net.finmath.montecarlo.interestrate.modelplugins with parameters of type TermStructureModelInterface

Modifier and Type	Method and Description
TermStructureCovarianceModelParametric	TermStructureCovarianceModelParametric.getCloneCalibrated(TermStructureModelInterface calibrationModel, AbstractLIBORMonteCarloProduct[] calibrationProducts, double[] calibrationTargetValues, double[] calibrationWeights, Map<String,Object> calibrationParameters) Return a calibrated clone of the covariance model.
RandomVariableInterface[]	TermStructureFactorLoadingsModelInterface.getFactorLoading(double time, double periodStart, double periodEnd, TimeDiscretizationInterface periodDiscretization, RandomVariableInterface[] realizationAtTimeIndex, TermStructureModelInterface model) Return the factor loading for a given time and a term structure period.
RandomVariableInterface[]	TermStructCovarianceModelFromLIBORCovarianceModelParametric.getFactorLoading(double time, double periodStart, double periodEnd, TimeDiscretizationInterface periodDiscretization, RandomVariableInterface[] realizationAtTimeIndex, TermStructureModelInterface model)
RandomVariableInterface[]	TermStructCovarianceModelFromLIBORCovarianceModel.getFactorLoading(double time, double periodStart, double periodEnd, TimeDiscretizationInterface periodDiscretization, RandomVariableInterface[] realizationAtTimeIndex, TermStructureModelInterface model)